+65.5%
EWZ vs ELF
+335.2%
-269.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +1.3% | +6.3% | -5.0% | +0.6% |
| 30D | -26.2% | +8.5% | -34.7% | -26.9% |
| 3M | -8.6% | +24.4% | -33.1% | -11.1% |
| 6M | -17.0% | +94.7% | -111.8% | -23.8% |
| YTD | +2.2% | +55.9% | -53.7% | -4.4% |
| 1Y | +2.7% | +48.4% | -45.7% | -3.6% |
| 3Y | +18.2% | +24.6% | -6.4% | +4.1% |
| 5Y | +56.0% | +285.0% | -229.0% | +7.1% |
| All | +65.5% | +335.2% | -269.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling